package com.numericalmethod.algoquant.model.ralph2009.calibration;




//this is the container class, we use to store param estimation 
public class Ralph2009CalibrationParameter {

	double alpha;
	double sigma_s;
	double sigma_x1, sigma_x2;
	double phi;
	double u0, u1;
	
	//these number is for calibration for without momentum (i.e. mean reversion only)	
	double u0_prime;
	double u1_prime;
	double alpha_prime;
	// we don't need phi because it is 0.
	
	public Ralph2009CalibrationParameter() {
		
		// calibration param with momentum and mean-reversion
		alpha = 0.0;
		sigma_s = 0.0;
		sigma_x1 = 0.0;
		sigma_x2 = 0.0;
		phi = 0.0;
		u0 = 0.0;
		u1 = 0.0;

		// calibration param with mean-reversion only (i.e. phi=0)
		u0_prime = 0;
		u1_prime = 0;
		alpha_prime = 0;				
	}
}
